+17.9%
HYG vs NIO
-93.2%
+111.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.9% | +0.2% |
| 7D | -0.4% | -14.5% | +14.1% | +0.3% |
| 30D | +0.7% | -15.0% | +15.6% | +1.3% |
| 3M | -2.1% | -35.6% | +33.5% | -0.4% |
| 6M | -0.8% | -55.7% | +54.8% | +2.4% |
| YTD | +0.3% | -43.1% | +43.4% | +2.2% |
| 1Y | +1.8% | -53.5% | +55.3% | +4.5% |
| 3Y | +24.1% | -59.8% | +84.0% | +25.9% |
| All | +17.9% | -93.2% | +111.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling